A new orthogonal series approach to sensitivity analysis

Abstract

The problem of trajectory and output sensitivity analysis of linear time-invariant systems is studied using a new orthogonal series method. Simple expressions are derived for the determination of the coefficient sensitivity matrices involving multiplications of matrices of small dimensions. No solution of algebraic equations is required, hence no matrix inversion is needed here compared to known techniques. The present results, therefore, reduce the computational effort involved and increase accuracy due to round-off errors.